Melenberg Bertrand

Bertrand Melenberg

Information about the author Bertrand Melenberg will soon be added to the site.
Found 2 papers in total
Robust Mean‐Variance Hedging of Longevity Risk
2017
Parameter uncertainty and model misspecification can have a significant impact on the...
Robust Solutions of Optimization Problems Affected by Uncertain Probabilities
2013
In this paper we focus on robust linear optimization problems with uncertainty regions...
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